I think what definitely has improved, is the survival. We are less likely to starve, die in infancy / childhood, have longer life expectancy, etc. In the past there were also stresses. But I think the stresses were different then. They were less chronic and were more occasional instead (although probably more intense). However, after an acute stress you had a lot of time to recover. Evolutionary speaking, our brains have been adapted for that. It was necessary for our survival.

However, nowadays the stresses are different, they are more chronic / frequent. You have less time to recover from them. This is partially the result of our more complex and fast paced society / economy. Our brains are not well adapted for the modern work / educational environments and to the stresses associated with them, despite they are usually milder in intensity. Today's stress is more like to death by a thousand small cuts. Nowadays people have more anxiety, depression and suicidality. Here is a good video that talks about the modern stress: https://www.youtube.com/watch?v=Mo1A45ShcMo .